Accelerating boosting via accelerated greedy coordinate descent

Abstract

We exploit the connection between boosting and greedy coordinate optimization to produce new accelerated boosting methods. Specifically, we look at increasing block sizes, better selection rules, and momentum-type acceleration. Numerical results show training convergence gains over several data sets. The code is made publicly available.

Xiaomeng Ju
Xiaomeng Ju
Postdoctoral research fellow in Biostatistics

I am a postdoctoral research fellow in the Division of Biostatistics, at the New York University, Grossman School of Medicine. My research interests include functional data analysis, tensor modeling, and robust statistics. I am particularly interested in developing statistical tools for the analysis of neuroimaging data.